ECBOT 5 Year T-Note Future September 2021
| Trading Metrics calculated at close of trading on 31-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
124-012 |
124-058 |
0-045 |
0.1% |
124-008 |
| High |
124-065 |
124-082 |
0-018 |
0.0% |
124-038 |
| Low |
124-010 |
124-040 |
0-030 |
0.1% |
123-228 |
| Close |
124-058 |
124-058 |
0-000 |
0.0% |
124-010 |
| Range |
0-055 |
0-042 |
-0-012 |
-22.7% |
0-130 |
| ATR |
0-080 |
0-077 |
-0-003 |
-3.4% |
0-000 |
| Volume |
464,927 |
105,188 |
-359,739 |
-77.4% |
8,615,367 |
|
| Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-188 |
124-165 |
124-081 |
|
| R3 |
124-145 |
124-122 |
124-069 |
|
| R2 |
124-102 |
124-102 |
124-065 |
|
| R1 |
124-080 |
124-080 |
124-061 |
124-079 |
| PP |
124-060 |
124-060 |
124-060 |
124-059 |
| S1 |
124-038 |
124-038 |
124-054 |
124-036 |
| S2 |
124-018 |
124-018 |
124-050 |
|
| S3 |
123-295 |
123-315 |
124-046 |
|
| S4 |
123-252 |
123-272 |
124-034 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-055 |
125-002 |
124-082 |
|
| R3 |
124-245 |
124-192 |
124-046 |
|
| R2 |
124-115 |
124-115 |
124-034 |
|
| R1 |
124-062 |
124-062 |
124-022 |
124-089 |
| PP |
123-305 |
123-305 |
123-305 |
123-318 |
| S1 |
123-252 |
123-252 |
123-318 |
123-279 |
| S2 |
123-175 |
123-175 |
123-306 |
|
| S3 |
123-045 |
123-122 |
123-294 |
|
| S4 |
122-235 |
122-312 |
123-258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-082 |
123-228 |
0-175 |
0.4% |
0-068 |
0.2% |
86% |
True |
False |
1,378,667 |
| 10 |
124-082 |
123-228 |
0-175 |
0.4% |
0-064 |
0.2% |
86% |
True |
False |
1,135,326 |
| 20 |
124-302 |
123-220 |
1-082 |
1.0% |
0-079 |
0.2% |
39% |
False |
False |
938,863 |
| 40 |
124-302 |
123-178 |
1-125 |
1.1% |
0-086 |
0.2% |
45% |
False |
False |
870,344 |
| 60 |
124-302 |
122-275 |
2-028 |
1.7% |
0-088 |
0.2% |
63% |
False |
False |
878,483 |
| 80 |
124-302 |
122-275 |
2-028 |
1.7% |
0-083 |
0.2% |
63% |
False |
False |
815,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-263 |
|
2.618 |
124-194 |
|
1.618 |
124-151 |
|
1.000 |
124-125 |
|
0.618 |
124-109 |
|
HIGH |
124-082 |
|
0.618 |
124-066 |
|
0.500 |
124-061 |
|
0.382 |
124-056 |
|
LOW |
124-040 |
|
0.618 |
124-014 |
|
1.000 |
123-318 |
|
1.618 |
123-291 |
|
2.618 |
123-249 |
|
4.250 |
123-179 |
|
|
| Fisher Pivots for day following 31-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
124-061 |
124-037 |
| PP |
124-060 |
124-016 |
| S1 |
124-059 |
123-315 |
|